ECBOT 10 Year T-Note Future June 2015
| Trading Metrics calculated at close of trading on 08-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2015 |
08-May-2015 |
Change |
Change % |
Previous Week |
| Open |
126-315 |
127-105 |
0-110 |
0.3% |
127-280 |
| High |
127-165 |
128-065 |
0-220 |
0.5% |
128-065 |
| Low |
126-135 |
127-075 |
0-260 |
0.6% |
126-135 |
| Close |
127-125 |
127-265 |
0-140 |
0.3% |
127-265 |
| Range |
1-030 |
0-310 |
-0-040 |
-11.4% |
1-250 |
| ATR |
0-209 |
0-216 |
0-007 |
3.5% |
0-000 |
| Volume |
1,888,100 |
1,678,106 |
-209,994 |
-11.1% |
7,564,120 |
|
| Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-212 |
130-068 |
128-116 |
|
| R3 |
129-222 |
129-078 |
128-030 |
|
| R2 |
128-232 |
128-232 |
128-002 |
|
| R1 |
128-088 |
128-088 |
127-293 |
128-160 |
| PP |
127-242 |
127-242 |
127-242 |
127-278 |
| S1 |
127-098 |
127-098 |
127-237 |
127-170 |
| S2 |
126-252 |
126-252 |
127-208 |
|
| S3 |
125-262 |
126-108 |
127-180 |
|
| S4 |
124-272 |
125-118 |
127-094 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-265 |
132-035 |
128-258 |
|
| R3 |
131-015 |
130-105 |
128-102 |
|
| R2 |
129-085 |
129-085 |
128-050 |
|
| R1 |
128-175 |
128-175 |
127-317 |
128-005 |
| PP |
127-155 |
127-155 |
127-155 |
127-070 |
| S1 |
126-245 |
126-245 |
127-213 |
126-075 |
| S2 |
125-225 |
125-225 |
127-160 |
|
| S3 |
123-295 |
124-315 |
127-108 |
|
| S4 |
122-045 |
123-065 |
126-272 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-065 |
126-135 |
1-250 |
1.4% |
0-246 |
0.6% |
79% |
True |
False |
1,512,824 |
| 10 |
129-185 |
126-135 |
3-050 |
2.5% |
0-236 |
0.6% |
45% |
False |
False |
1,427,787 |
| 20 |
129-310 |
126-135 |
3-175 |
2.8% |
0-202 |
0.5% |
40% |
False |
False |
1,213,966 |
| 40 |
130-010 |
126-135 |
3-195 |
2.8% |
0-197 |
0.5% |
39% |
False |
False |
1,083,649 |
| 60 |
130-010 |
125-295 |
4-035 |
3.2% |
0-214 |
0.5% |
46% |
False |
False |
1,000,399 |
| 80 |
130-200 |
125-295 |
4-225 |
3.7% |
0-226 |
0.6% |
41% |
False |
False |
751,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-102 |
|
2.618 |
130-237 |
|
1.618 |
129-247 |
|
1.000 |
129-055 |
|
0.618 |
128-257 |
|
HIGH |
128-065 |
|
0.618 |
127-267 |
|
0.500 |
127-230 |
|
0.382 |
127-193 |
|
LOW |
127-075 |
|
0.618 |
126-203 |
|
1.000 |
126-085 |
|
1.618 |
125-213 |
|
2.618 |
124-223 |
|
4.250 |
123-038 |
|
|
| Fisher Pivots for day following 08-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-253 |
127-210 |
| PP |
127-242 |
127-155 |
| S1 |
127-230 |
127-100 |
|